+132.1%
BP vs ALHC
-61.5%
+193.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.4% |
| 7D | -11.6% | +1.0% | -12.6% | -11.6% |
| 30D | 0.0% | -14.2% | +14.2% | +0.1% |
| 3M | +6.7% | -45.1% | +51.9% | +6.9% |
| 6M | +2.2% | -59.5% | +61.7% | +2.3% |
| YTD | +33.0% | -62.8% | +95.8% | +33.2% |
| 1Y | +30.7% | -55.5% | +86.2% | +30.6% |
| 3Y | +44.2% | +25.7% | +18.5% | +40.1% |
| 5Y | +105.1% | -66.8% | +171.9% | +103.1% |
| All | +132.1% | -61.5% | +193.5% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling